CME Swiss Franc Future December 2014


Trading Metrics calculated at close of trading on 17-Apr-2014
Day Change Summary
Previous Current
16-Apr-2014 17-Apr-2014 Change Change % Previous Week
Open 1.1372 1.1360 -0.0012 -0.1% 1.1291
High 1.1372 1.1360 -0.0012 -0.1% 1.1451
Low 1.1372 1.1360 -0.0012 -0.1% 1.1291
Close 1.1372 1.1360 -0.0012 -0.1% 1.1451
Range
ATR 0.0032 0.0031 -0.0001 -4.5% 0.0000
Volume 4 4 0 0.0% 14
Daily Pivots for day following 17-Apr-2014
Classic Woodie Camarilla DeMark
R4 1.1360 1.1360 1.1360
R3 1.1360 1.1360 1.1360
R2 1.1360 1.1360 1.1360
R1 1.1360 1.1360 1.1360 1.1360
PP 1.1360 1.1360 1.1360 1.1360
S1 1.1360 1.1360 1.1360 1.1360
S2 1.1360 1.1360 1.1360
S3 1.1360 1.1360 1.1360
S4 1.1360 1.1360 1.1360
Weekly Pivots for week ending 11-Apr-2014
Classic Woodie Camarilla DeMark
R4 1.1878 1.1824 1.1539
R3 1.1718 1.1664 1.1495
R2 1.1558 1.1558 1.1480
R1 1.1504 1.1504 1.1466 1.1531
PP 1.1398 1.1398 1.1398 1.1411
S1 1.1344 1.1344 1.1436 1.1371
S2 1.1238 1.1238 1.1422
S3 1.1078 1.1184 1.1407
S4 1.0918 1.1024 1.1363
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1451 1.1360 0.0091 0.8% 0.0000 0.0% 0% False True 4
10 1.1451 1.1238 0.0213 1.9% 0.0003 0.0% 57% False False 3
20 1.1451 1.1238 0.0213 1.9% 0.0003 0.0% 57% False False 17
40 1.1491 1.1238 0.0253 2.2% 0.0002 0.0% 48% False False 59
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Fibonacci Retracements and Extensions
4.250 1.1360
2.618 1.1360
1.618 1.1360
1.000 1.1360
0.618 1.1360
HIGH 1.1360
0.618 1.1360
0.500 1.1360
0.382 1.1360
LOW 1.1360
0.618 1.1360
1.000 1.1360
1.618 1.1360
2.618 1.1360
4.250 1.1360
Fisher Pivots for day following 17-Apr-2014
Pivot 1 day 3 day
R1 1.1360 1.1373
PP 1.1360 1.1368
S1 1.1360 1.1364

These figures are updated between 7pm and 10pm EST after a trading day.

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